+117.9%
ASML vs IWF
+63.2%
+54.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -2.9% | -0.2% |
| 7D | -19.0% | -8.9% | -10.2% | -7.2% |
| 30D | -25.9% | -14.6% | -11.4% | -6.8% |
| 3M | -19.1% | -10.8% | -8.2% | -4.3% |
| 6M | -5.7% | -8.2% | +2.5% | +7.9% |
| YTD | +27.6% | -6.5% | +34.1% | +42.9% |
| 1Y | +30.8% | -7.7% | +38.5% | +49.3% |
| All | +117.9% | +63.2% | +54.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling